Store results in SQL-Database?

[Alf]

Hi,

I am using EViews Enterprise Editon 7.1 Mar 7 2011 build on my desktop running Win XP SP3

In order to automate the calculation of various descriptive statistics we need to store the results of these into a database or datawarehouse for further use. In other words we would like to store calculated results of time series like mean, median, std. dev. skewness, kurtosis, Jarque-Bera, VaR into a database using the EViews ODBC connection.

Is this possible with EViews? Has anyone already done or tried to do someting like this?

Thanks for any input

[EViews Glenn]

Should be able to...but there are a couple of complications...

The ODBC tools only work with series, not matrices and vectors. So what you will need to do is to get your statistics into a matrix or vector, copy into a new workfile page of the appropriate length, and then use the mtos command to convert the matrix or vector into series.

One other issue is that I'm pretty sure that the ODBC tools will only save into a new table, not an existing table.

[Alf]

Glenn thanks for that response.

We might be able to find a workaround to the issue about saving data always in a new table. If we always create a table using a certain naming convention we might be able to pick up the data from those tables and store them in our own table.

As we are rookies in EViews programming we might need some help to follow your other suggestions. What will be the best way to find a helping hand that can create for us what you described? May be it is possible to crate a general pattern of code that can afterwards be enhanced or adjusted to our needs by ourselves? Or can we order an add-in for this at IHS?


Thanks
Alf

[EViews Glenn]

Just go ahead and post here and we'll figure it out...

[EViews Steve]

Let me also suggest using our new COM Automation interface for EViews 7. It's more flexible than our ODBC interface in that not only can you read/write series data, but you can also do the same for vectors and matrices.

Traditionally, you would write an external program (such as in VB.NET or C#) to use our EViews COM interface to send data in, run some calculations, then pull the results back out. You could then store this in any format you wish (such as in your datawarehouse).

Refer to our whitepaper for more details on how to do this: http://eviews.com/download/whitepapers/ ... mation.pdf

Steve